|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon July 06, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul09 |
090706 |
1239.00 |
1239.00 |
1197.00 |
1200.00 |
-43.00 |
10,156 |
6,672 |
-2,828 |
Aug09 |
090706 |
1145.00 |
1148.00 |
1117.25 |
1118.50 |
-35.50 |
41,729 |
71,761 |
+1,212 |
Sep09 |
090706 |
1057.00 |
1057.00 |
1020.50 |
1022.50 |
-38.50 |
7,851 |
20,936 |
+718 |
Nov09 |
090706 |
994.50 |
995.00 |
960.00 |
963.00 |
-43.00 |
92,299 |
249,229 |
+2,340 |
Jan10 |
090706 |
988.75 |
993.00 |
964.00 |
966.00 |
-41.75 |
4,328 |
26,662 |
+61 |
Mar10 |
090706 |
980.00 |
983.75 |
958.75 |
961.00 |
-40.00 |
3,164 |
18,552 |
+1,048 |
May10 |
090706 |
968.00 |
968.00 |
945.25 |
947.50 |
-36.00 |
2,078 |
10,370 |
+189 |
Total Volume and Open Interest |
165,538 |
438,579 |
+3,243 |
Soybean Meal(CBOT) |
Jul09 |
090706 |
411.50 |
411.50 |
400.00 |
401.20 |
-10.00 |
4,479 |
7,451 |
-1,292 |
Aug09 |
090706 |
379.00 |
382.00 |
370.20 |
370.50 |
-11.70 |
21,150 |
35,860 |
+2,058 |
Sep09 |
090706 |
348.50 |
348.50 |
336.10 |
336.20 |
-12.60 |
6,201 |
25,279 |
+39 |
Oct09 |
090706 |
320.00 |
320.00 |
307.90 |
309.30 |
-14.40 |
3,208 |
19,196 |
+200 |
Dec09 |
090706 |
312.60 |
313.00 |
299.80 |
301.00 |
-13.70 |
26,398 |
75,169 |
-625 |
Jan10 |
090706 |
299.60 |
301.00 |
292.90 |
294.20 |
-12.90 |
932 |
6,099 |
+242 |
Mar10 |
090706 |
296.70 |
301.00 |
288.60 |
289.00 |
-12.00 |
1,351 |
5,053 |
+305 |
May10 |
090706 |
284.80 |
292.50 |
281.50 |
281.50 |
-11.00 |
627 |
6,711 |
+167 |
Total Volume and Open Interest |
64,622 |
186,152 |
+1,121 |
Soybean Oil(CBOT) |
Jul09 |
090706 |
34.78 |
34.78 |
34.24 |
34.29 |
-0.89 |
13,939 |
8,587 |
-4,975 |
Aug09 |
090706 |
35.20 |
35.30 |
34.38 |
34.44 |
-0.90 |
30,000 |
44,395 |
-27 |
Sep09 |
090706 |
35.42 |
35.43 |
34.52 |
34.59 |
-0.91 |
7,555 |
33,448 |
+1,134 |
Oct09 |
090706 |
35.51 |
35.51 |
34.68 |
34.74 |
-0.92 |
3,430 |
17,430 |
+53 |
Dec09 |
090706 |
35.80 |
35.98 |
35.02 |
35.10 |
-0.92 |
30,731 |
105,409 |
+2,203 |
Jan10 |
090706 |
35.90 |
35.90 |
35.40 |
35.43 |
-0.93 |
584 |
9,580 |
+288 |
Mar10 |
090706 |
36.40 |
36.40 |
35.65 |
35.68 |
-0.91 |
720 |
6,017 |
+302 |
May10 |
090706 |
36.00 |
36.10 |
35.80 |
35.80 |
-0.91 |
243 |
4,884 |
+21 |
Total Volume and Open Interest |
87,282 |
240,693 |
-1,033 |
Canola(WCE) |
Jul09 |
090706 |
442.3 |
442.3 |
436.2 |
436.2 |
-25.8 |
1,017 |
1,833 |
+1,833 |
Nov09 |
090706 |
455.1 |
455.1 |
435.2 |
435.8 |
-25.8 |
5,779 |
84,606 |
-1,730 |
Jan10 |
090706 |
457.5 |
457.5 |
440.0 |
440.4 |
-25.2 |
75 |
8,685 |
+7 |
Mar10 |
090706 |
463.2 |
463.2 |
444.7 |
444.7 |
-25.2 |
12 |
1,756 |
+6 |
May10 |
090706 |
446.2 |
468.7 |
446.2 |
446.2 |
-25.2 |
0 |
505 |
+4 |
Total Volume and Open Interest |
6,883 |
97,988 |
-3,839 |
Corn(CBOT) |
Jul09 |
090706 |
344.25 |
346.75 |
339.00 |
343.25 |
-2.50 |
32,074 |
22,557 |
-11,843 |
Sep09 |
090706 |
342.00 |
342.00 |
334.00 |
334.75 |
-11.00 |
80,922 |
296,416 |
-747 |
Dec09 |
090706 |
352.75 |
353.25 |
343.50 |
344.25 |
-13.25 |
157,691 |
400,471 |
+375 |
Mar10 |
090706 |
368.00 |
368.00 |
356.00 |
356.25 |
-14.75 |
20,950 |
66,924 |
+2,383 |
May10 |
090706 |
378.00 |
378.00 |
365.25 |
365.25 |
-15.25 |
1,977 |
15,565 |
+332 |
Jul10 |
090706 |
387.25 |
387.25 |
373.50 |
373.50 |
-16.25 |
18,183 |
45,610 |
+8,660 |
Total Volume and Open Interest |
320,163 |
920,584 |
-1,185 |
Wheat(CBOT) |
Jul09 |
090706 |
499.00 |
501.00 |
489.75 |
490.50 |
-9.75 |
14,395 |
7,543 |
-4,184 |
Sep09 |
090706 |
529.25 |
530.75 |
517.50 |
519.25 |
-9.75 |
47,524 |
148,187 |
+2,990 |
Dec09 |
090706 |
553.75 |
557.00 |
543.50 |
545.25 |
-9.75 |
16,237 |
97,695 |
+1,259 |
Mar10 |
090706 |
574.75 |
574.75 |
561.75 |
563.25 |
-9.50 |
2,264 |
12,878 |
+260 |
May10 |
090706 |
584.00 |
584.50 |
574.00 |
575.00 |
-9.50 |
366 |
1,790 |
+15 |
Total Volume and Open Interest |
82,740 |
313,130 |
+280 |
Wheat(KCBT) |
Jul09 |
090706 |
554.25 |
554.25 |
542.25 |
542.25 |
-12.50 |
732 |
2,224 |
-498 |
Sep09 |
090706 |
564.00 |
565.50 |
551.00 |
551.00 |
-13.25 |
10,238 |
39,795 |
+284 |
Dec09 |
090706 |
580.75 |
582.25 |
567.50 |
567.50 |
-13.25 |
3,998 |
30,126 |
+394 |
Mar10 |
090706 |
596.75 |
596.75 |
583.50 |
583.50 |
-13.25 |
940 |
3,691 |
+285 |
May10 |
090706 |
605.00 |
605.25 |
594.50 |
594.50 |
-13.00 |
132 |
940 |
+82 |
Total Volume and Open Interest |
16,430 |
87,509 |
+513 |
Wheat(MGE) |
Jul09 |
090706 |
611.50 |
611.50 |
611.50 |
611.50 |
-6.50 |
116 |
155 |
-167 |
Sep09 |
090706 |
621.50 |
625.00 |
609.50 |
612.50 |
-10.00 |
2,710 |
12,707 |
-821 |
Dec09 |
090706 |
632.25 |
633.00 |
620.00 |
620.50 |
-11.75 |
1,207 |
10,494 |
+427 |
Mar10 |
090706 |
640.00 |
640.00 |
630.75 |
632.25 |
-12.00 |
350 |
2,960 |
+95 |
May10 |
090706 |
640.00 |
644.00 |
636.25 |
636.25 |
-14.00 |
64 |
1,060 |
+3 |
Total Volume and Open Interest |
4,698 |
33,006 |
-390 |
Oats(CBOT) |
Jul09 |
090706 |
209.00 |
215.50 |
203.50 |
203.50 |
-12.00 |
243 |
186 |
-76 |
Sep09 |
090706 |
223.50 |
224.50 |
212.00 |
212.25 |
-12.25 |
501 |
3,812 |
+131 |
Dec09 |
090706 |
234.75 |
236.50 |
223.75 |
224.25 |
-12.50 |
588 |
8,368 |
+26 |
Mar10 |
090706 |
240.75 |
248.75 |
236.25 |
236.25 |
-12.50 |
11 |
1,294 |
-1 |
Total Volume and Open Interest |
1,343 |
13,748 |
+80 |
Rough Rice(CBOT) |
Jul09 |
090706 |
12.55 |
12.55 |
12.44 |
12.44 |
-0.34 |
56 |
196 |
-181 |
Sep09 |
090706 |
12.84 |
12.84 |
12.39 |
12.52 |
-0.37 |
521 |
5,070 |
+201 |
Nov09 |
090706 |
12.85 |
12.85 |
12.42 |
12.58 |
-0.34 |
96 |
1,998 |
-2 |
Jan10 |
090706 |
12.93 |
13.09 |
12.77 |
12.77 |
-0.31 |
3 |
259 |
+0 |
Total Volume and Open Interest |
681 |
8,031 |
+19 |
Live Cattle(CME) |
Aug09 |
090706 |
84.885 |
85.100 |
84.150 |
84.430 |
-0.455 |
17,049 |
98,568 |
-1,405 |
Oct09 |
090706 |
90.200 |
90.300 |
89.450 |
89.830 |
-0.400 |
13,343 |
68,087 |
+2,794 |
Dec09 |
090706 |
89.730 |
90.000 |
89.350 |
89.885 |
-0.165 |
5,434 |
31,621 |
+2,200 |
Feb10 |
090706 |
89.600 |
90.150 |
89.300 |
90.100 |
unch |
2,907 |
12,089 |
+593 |
Apr10 |
090706 |
90.450 |
90.980 |
90.150 |
90.700 |
+0.100 |
482 |
5,983 |
+83 |
Jun10 |
090706 |
87.800 |
88.250 |
87.600 |
88.150 |
+0.100 |
67 |
1,792 |
+35 |
Total Volume and Open Interest |
39,282 |
218,347 |
+4,300 |
Feeder Cattle(CME) |
Aug09 |
090706 |
103.635 |
104.450 |
103.450 |
103.800 |
+0.350 |
4,241 |
13,629 |
-247 |
Sep09 |
090706 |
102.250 |
103.000 |
102.050 |
102.950 |
+0.815 |
1,056 |
3,268 |
+99 |
Oct09 |
090706 |
102.080 |
103.050 |
102.080 |
102.930 |
+0.450 |
1,135 |
5,258 |
-131 |
Nov09 |
090706 |
102.730 |
103.000 |
102.250 |
102.885 |
+0.385 |
339 |
1,155 |
-86 |
Jan10 |
090706 |
101.450 |
101.850 |
101.150 |
101.850 |
+0.450 |
20 |
374 |
+5 |
Mar10 |
090706 |
100.150 |
100.900 |
100.150 |
100.900 |
+0.700 |
0 |
57 |
+0 |
Apr10 |
090706 |
100.500 |
100.500 |
100.000 |
100.500 |
+0.800 |
0 |
27 |
+0 |
Total Volume and Open Interest |
6,791 |
23,772 |
-360 |
Lean Hogs(CME) |
Jul09 |
090706 |
60.400 |
61.700 |
60.300 |
60.650 |
+0.665 |
3,635 |
10,586 |
-859 |
Aug09 |
090706 |
61.200 |
62.800 |
61.200 |
62.050 |
+0.900 |
14,959 |
57,077 |
-2,062 |
Oct09 |
090706 |
57.300 |
58.400 |
57.200 |
57.950 |
+0.770 |
6,637 |
33,354 |
+1,227 |
Dec09 |
090706 |
57.900 |
59.050 |
57.750 |
59.000 |
+0.750 |
3,633 |
20,857 |
+624 |
Feb10 |
090706 |
63.450 |
64.100 |
63.235 |
64.050 |
+0.250 |
1,137 |
5,400 |
+460 |
Apr10 |
090706 |
67.200 |
67.900 |
66.830 |
67.830 |
+0.605 |
532 |
3,294 |
+107 |
May10 |
090706 |
73.000 |
73.000 |
71.500 |
72.500 |
-0.300 |
29 |
311 |
+25 |
Jun10 |
090706 |
75.000 |
75.500 |
74.650 |
75.500 |
+0.100 |
212 |
1,811 |
+3 |
Total Volume and Open Interest |
30,809 |
133,416 |
-459 |
Pork Bellies(CME) |
Jul09 |
090706 |
54.750 |
55.200 |
52.535 |
55.200 |
+1.350 |
63 |
76 |
-31 |
Aug09 |
090706 |
53.750 |
56.180 |
53.750 |
55.535 |
+1.355 |
153 |
562 |
+25 |
Feb10 |
090706 |
85.000 |
85.000 |
83.850 |
83.900 |
+0.050 |
7 |
117 |
-4 |
Mar10 |
090706 |
82.000 |
82.000 |
82.000 |
82.000 |
unch |
0 |
42 |
+0 |
May10 |
090706 |
86.500 |
86.500 |
86.500 |
86.500 |
unch |
|
|
|
Total Volume and Open Interest |
223 |
797 |
-10 |
Class III Milk(CME) |
Jul09 |
090706 |
10.06 |
10.08 |
10.04 |
10.06 |
+0.01 |
288 |
4,408 |
+112 |
Aug09 |
090706 |
10.52 |
10.55 |
10.44 |
10.51 |
-0.01 |
413 |
4,229 |
+240 |
Sep09 |
090706 |
11.16 |
11.26 |
11.06 |
11.11 |
-0.15 |
197 |
3,776 |
+28 |
Oct09 |
090706 |
12.15 |
12.15 |
11.91 |
12.00 |
-0.17 |
148 |
3,236 |
+30 |
Nov09 |
090706 |
13.13 |
13.15 |
12.84 |
12.90 |
-0.25 |
95 |
3,122 |
+16 |
Total Volume and Open Interest |
1,469 |
30,465 |
-29 |
Cocoa(ICE) |
Jul09 |
090706 |
2448 |
2448 |
2448 |
2448 |
-29 |
4 |
26 |
+0 |
Sep09 |
090706 |
2470 |
2479 |
2444 |
2474 |
-20 |
5,205 |
48,210 |
+280 |
Dec09 |
090706 |
2495 |
2503 |
2470 |
2502 |
-19 |
736 |
28,290 |
-7 |
Mar10 |
090706 |
2488 |
2513 |
2488 |
2513 |
-21 |
245 |
16,831 |
-103 |
May10 |
090706 |
2514 |
2523 |
2514 |
2523 |
-21 |
74 |
4,179 |
-44 |
Jul10 |
090706 |
2533 |
2533 |
2533 |
2533 |
-22 |
0 |
3,588 |
-1 |
Sep10 |
090706 |
2537 |
2537 |
2537 |
2537 |
-22 |
2 |
2,328 |
-6 |
Total Volume and Open Interest |
6,268 |
107,505 |
+117 |
Coffee "C"(ICE) |
Jul09 |
090706 |
115.10 |
115.75 |
114.00 |
115.40 |
+0.35 |
28 |
73 |
-4 |
Sep09 |
090706 |
117.90 |
120.20 |
116.65 |
118.10 |
+0.30 |
5,273 |
67,558 |
+280 |
Dec09 |
090706 |
120.25 |
122.95 |
119.60 |
120.95 |
+0.20 |
815 |
25,674 |
+187 |
Mar10 |
090706 |
122.65 |
125.25 |
122.50 |
123.80 |
+0.20 |
184 |
11,010 |
-64 |
May10 |
090706 |
124.80 |
125.70 |
124.80 |
125.70 |
+0.20 |
109 |
3,516 |
+76 |
Jul10 |
090706 |
127.55 |
127.55 |
127.55 |
127.55 |
+0.20 |
11 |
1,469 |
+10 |
Total Volume and Open Interest |
6,421 |
111,888 |
+486 |
Orange Juice(ICE) |
Jul09 |
090706 |
74.05 |
87.40 |
74.05 |
86.25 |
+9.35 |
69 |
219 |
-64 |
Sep09 |
090706 |
79.45 |
89.25 |
79.25 |
86.25 |
+6.80 |
1,686 |
22,696 |
+261 |
Nov09 |
090706 |
82.70 |
91.00 |
82.70 |
89.45 |
+6.75 |
84 |
6,015 |
+4 |
Jan10 |
090706 |
87.40 |
93.00 |
86.45 |
92.45 |
+6.70 |
80 |
1,277 |
-6 |
Mar10 |
090706 |
89.85 |
95.75 |
89.65 |
95.75 |
+6.75 |
21 |
936 |
+16 |
May10 |
090706 |
92.85 |
98.85 |
92.85 |
98.85 |
+6.60 |
0 |
118 |
+0 |
Total Volume and Open Interest |
1,940 |
31,496 |
+211 |
Sugar #11(ICE) |
Oct09 |
090706 |
17.46 |
17.48 |
16.96 |
17.32 |
-0.26 |
40,589 |
344,851 |
+166 |
Mar10 |
090706 |
18.44 |
18.46 |
18.00 |
18.36 |
-0.21 |
14,186 |
154,850 |
+939 |
May10 |
090706 |
18.07 |
18.07 |
17.67 |
18.02 |
-0.18 |
3,909 |
38,272 |
-207 |
Jul10 |
090706 |
17.76 |
17.76 |
17.37 |
17.64 |
-0.24 |
3,709 |
67,221 |
+592 |
Oct10 |
090706 |
17.25 |
17.50 |
17.20 |
17.50 |
-0.22 |
1,636 |
41,717 |
+112 |
Total Volume and Open Interest |
65,185 |
718,548 |
+1,916 |
Sugar #14(ICE) |
Sep09 |
090706 |
22.80 |
22.80 |
22.75 |
22.75 |
unch |
45 |
2,371 |
-5 |
Total Volume and Open Interest |
45 |
2,371 |
-5 |
London Cocoa(LCE) |
Jul09 |
090706 |
1554 |
1578 |
1554 |
1576 |
+6 |
2,977 |
38,657 |
-5,140 |
Sep09 |
090706 |
1592 |
1608 |
1587 |
1605 |
+4 |
3,003 |
36,289 |
-793 |
Dec09 |
090706 |
1601 |
1615 |
1598 |
1615 |
+4 |
1,376 |
28,187 |
+137 |
Mar10 |
090706 |
1598 |
1613 |
1594 |
1612 |
+5 |
604 |
28,833 |
+229 |
May10 |
090706 |
1594 |
1609 |
1592 |
1608 |
+5 |
54 |
14,993 |
+14 |
Jul10 |
090706 |
1600 |
1610 |
1600 |
1610 |
+5 |
0 |
4,436 |
+0 |
Sep10 |
090706 |
1606 |
1608 |
1606 |
1608 |
+5 |
0 |
2,727 |
+0 |
Total Volume and Open Interest |
5,964 |
157,022 |
-579 |
London Coffee(LCE) |
London Sugar(LCE) |
Aug09 |
090706 |
443.60 |
446.50 |
436.90 |
440.70 |
-9.60 |
5,465 |
19,452 |
-3,842 |
Oct09 |
090706 |
464.20 |
464.20 |
455.60 |
458.90 |
-10.40 |
5,233 |
41,204 |
+3,254 |
Dec09 |
090706 |
470.80 |
470.80 |
463.00 |
467.20 |
-8.00 |
647 |
8,442 |
-69 |
Mar10 |
090706 |
480.10 |
480.10 |
472.50 |
477.20 |
-7.10 |
653 |
10,720 |
+274 |
May10 |
090706 |
469.50 |
471.00 |
469.50 |
471.00 |
-6.30 |
21 |
1,554 |
+12 |
Total Volume and Open Interest |
12,079 |
83,855 |
-343 |
Cotton(ICE) |
Jul09 |
090706 |
55.41 |
55.90 |
55.41 |
55.90 |
-0.90 |
10 |
250 |
+23 |
Oct09 |
090706 |
59.09 |
59.09 |
57.18 |
58.30 |
-0.70 |
178 |
2,667 |
+11 |
Dec09 |
090706 |
60.51 |
60.65 |
59.07 |
60.24 |
-0.68 |
12,305 |
92,406 |
+2,899 |
Mar10 |
090706 |
61.40 |
62.69 |
61.40 |
62.63 |
-0.56 |
538 |
11,549 |
+195 |
May10 |
090706 |
63.44 |
63.83 |
63.44 |
63.83 |
-0.56 |
8 |
623 |
+5 |
Jul10 |
090706 |
65.00 |
65.00 |
65.00 |
65.00 |
-0.42 |
7 |
1,863 |
+5 |
Total Volume and Open Interest |
13,050 |
111,396 |
+3,140 |
Lumber(CME) |
Jul09 |
090706 |
188.2 |
192.8 |
182.0 |
184.7 |
-4.0 |
346 |
1,041 |
-122 |
Sep09 |
090706 |
208.9 |
214.5 |
205.9 |
206.5 |
-3.5 |
953 |
4,926 |
-118 |
Nov09 |
090706 |
208.0 |
208.0 |
202.8 |
204.0 |
-1.6 |
47 |
1,248 |
-11 |
Jan10 |
090706 |
225.2 |
230.0 |
223.0 |
224.0 |
-5.5 |
30 |
748 |
-11 |
Total Volume and Open Interest |
1,376 |
8,011 |
-262 |
Crude Oil(NYM) |
Aug09 |
090706 |
65.54 |
65.65 |
63.40 |
64.05 |
-2.68 |
304,636 |
246,916 |
-8,611 |
Sep09 |
090706 |
66.60 |
66.60 |
64.36 |
64.97 |
-2.77 |
80,383 |
161,367 |
+3,832 |
Oct09 |
090706 |
67.28 |
67.30 |
65.30 |
65.90 |
-2.75 |
26,570 |
61,628 |
+4,834 |
Nov09 |
090706 |
68.10 |
68.10 |
66.14 |
66.74 |
-2.73 |
15,388 |
29,225 |
-624 |
Dec09 |
090706 |
69.61 |
69.61 |
66.82 |
67.46 |
-2.70 |
46,698 |
155,464 |
-643 |
Jan10 |
090706 |
69.01 |
69.01 |
67.90 |
68.07 |
-2.64 |
7,152 |
29,288 |
+827 |
Feb10 |
090706 |
69.68 |
69.68 |
68.25 |
68.53 |
-2.61 |
3,541 |
21,480 |
+788 |
Mar10 |
090706 |
70.10 |
70.10 |
68.74 |
68.93 |
-2.58 |
3,078 |
18,871 |
+5 |
Apr10 |
090706 |
69.38 |
69.66 |
69.25 |
69.33 |
-2.55 |
1,459 |
10,398 |
+74 |
May10 |
090706 |
70.06 |
70.06 |
69.43 |
69.72 |
-2.53 |
1,115 |
9,926 |
+22 |
Jun10 |
090706 |
71.03 |
71.03 |
69.85 |
70.11 |
-2.51 |
4,380 |
46,114 |
-490 |
Jul10 |
090706 |
70.83 |
71.00 |
70.04 |
70.49 |
-2.49 |
1,253 |
37,331 |
-187 |
Aug10 |
090706 |
70.78 |
70.80 |
70.78 |
70.80 |
-2.48 |
334 |
5,850 |
-61 |
Sep10 |
090706 |
71.06 |
71.10 |
71.02 |
71.10 |
-2.46 |
486 |
11,945 |
-193 |
Oct10 |
090706 |
71.34 |
71.39 |
71.34 |
71.39 |
-2.45 |
563 |
5,326 |
+118 |
Nov10 |
090706 |
71.84 |
72.07 |
71.70 |
71.70 |
-2.45 |
542 |
8,070 |
-44 |
Total Volume and Open Interest |
530,776 |
1,160,408 |
+540 |
e-miNY Crude Oil(NYM) |
Jul09 |
090528 |
62.975 |
65.425 |
62.750 |
65.075 |
+2.625 |
8,778 |
3,598 |
+199 |
Aug09 |
090706 |
65.600 |
65.700 |
63.400 |
64.050 |
-2.675 |
17,706 |
4,144 |
+506 |
Sep09 |
090706 |
66.450 |
66.450 |
64.400 |
64.975 |
-2.775 |
358 |
532 |
-20 |
Oct09 |
090706 |
67.000 |
67.125 |
65.800 |
65.900 |
-2.750 |
19 |
129 |
-5 |
Nov09 |
090706 |
66.750 |
66.750 |
66.750 |
66.750 |
-2.725 |
7 |
20 |
-1 |
Dec09 |
090706 |
70.050 |
70.050 |
67.200 |
67.450 |
-2.700 |
4 |
98 |
+1 |
Jan10 |
090706 |
68.075 |
68.075 |
68.075 |
68.075 |
-2.625 |
1 |
0 |
-1 |
Feb10 |
090706 |
68.525 |
68.525 |
68.525 |
68.525 |
-2.625 |
|
|
|
Mar10 |
090706 |
68.925 |
68.925 |
68.925 |
68.925 |
-2.575 |
0 |
1 |
+0 |
Apr10 |
090706 |
69.325 |
69.325 |
69.325 |
69.325 |
-2.550 |
|
|
|
Total Volume and Open Interest |
18,095 |
4,999 |
+480 |
Heating Oil(NYM) |
Aug09 |
090706 |
166.84 |
167.05 |
162.34 |
162.66 |
-7.50 |
48,252 |
65,043 |
-2,608 |
Sep09 |
090706 |
170.50 |
171.69 |
166.98 |
167.51 |
-7.38 |
16,665 |
39,070 |
+929 |
Oct09 |
090706 |
172.75 |
175.23 |
171.88 |
172.03 |
-7.43 |
6,208 |
27,305 |
+928 |
Nov09 |
090706 |
179.20 |
180.00 |
175.60 |
175.83 |
-7.41 |
3,511 |
15,951 |
+291 |
Dec09 |
090706 |
182.82 |
182.82 |
178.78 |
179.24 |
-7.31 |
7,919 |
33,241 |
+118 |
Jan10 |
090706 |
185.06 |
185.62 |
181.55 |
182.59 |
-7.30 |
2,742 |
15,772 |
+248 |
Feb10 |
090706 |
185.65 |
186.58 |
184.54 |
184.79 |
-7.30 |
732 |
10,188 |
-62 |
Mar10 |
090706 |
187.48 |
187.72 |
185.99 |
185.99 |
-7.25 |
964 |
7,209 |
+158 |
Apr10 |
090706 |
188.47 |
188.47 |
186.34 |
186.34 |
-7.20 |
913 |
6,075 |
+18 |
May10 |
090706 |
188.31 |
188.49 |
186.99 |
186.99 |
-7.20 |
585 |
6,606 |
+100 |
Jun10 |
090706 |
188.97 |
190.55 |
187.84 |
187.84 |
-7.20 |
1,246 |
17,015 |
+401 |
Jul10 |
090706 |
190.17 |
191.34 |
189.54 |
189.54 |
-7.10 |
255 |
2,724 |
+52 |
Total Volume and Open Interest |
93,201 |
282,307 |
+1,782 |
Gasoline(NYMEX) |
Aug09 |
090706 |
175.30 |
176.09 |
171.95 |
174.04 |
-5.04 |
52,755 |
72,087 |
-3,340 |
Sep09 |
090706 |
175.10 |
175.79 |
171.71 |
173.56 |
-5.16 |
20,302 |
45,168 |
+2,159 |
Oct09 |
090706 |
165.59 |
165.98 |
163.05 |
164.60 |
-5.29 |
10,961 |
27,095 |
+799 |
Nov09 |
090706 |
163.21 |
165.52 |
162.67 |
164.17 |
-5.39 |
6,595 |
11,295 |
+798 |
Dec09 |
090706 |
165.30 |
166.64 |
163.94 |
165.27 |
-5.52 |
7,961 |
13,433 |
-353 |
Jan10 |
090706 |
168.50 |
168.75 |
167.41 |
167.41 |
-5.62 |
1,093 |
7,081 |
+430 |
Feb10 |
090706 |
169.86 |
169.86 |
169.86 |
169.86 |
-5.62 |
144 |
2,583 |
-5 |
Mar10 |
090706 |
172.12 |
172.56 |
172.12 |
172.56 |
-5.62 |
520 |
3,460 |
+297 |
Apr10 |
090706 |
186.21 |
186.21 |
186.21 |
186.21 |
-5.62 |
300 |
3,272 |
+164 |
May10 |
090706 |
187.56 |
187.56 |
187.56 |
187.56 |
-5.62 |
297 |
1,911 |
+235 |
Total Volume and Open Interest |
100,993 |
194,822 |
+1,163 |
e-miNY RBOB Gasoline(NYM) |
Aug09 |
090706 |
174.04 |
174.04 |
174.04 |
174.04 |
-5.04 |
0 |
1 |
+0 |
Sep09 |
090706 |
173.56 |
173.56 |
173.56 |
173.56 |
-5.16 |
|
|
|
Oct09 |
090706 |
164.60 |
164.60 |
164.60 |
164.60 |
-5.29 |
|
|
|
Nov09 |
090706 |
164.17 |
164.17 |
164.17 |
164.17 |
-5.39 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Aug09 |
090706 |
3.615 |
3.615 |
3.369 |
3.487 |
-0.128 |
80,395 |
141,789 |
+6,248 |
Sep09 |
090706 |
3.763 |
3.763 |
3.503 |
3.622 |
-0.135 |
22,868 |
95,428 |
+575 |
Oct09 |
090706 |
4.000 |
4.000 |
3.723 |
3.852 |
-0.144 |
12,558 |
77,594 |
-73 |
Nov09 |
090706 |
4.626 |
4.626 |
4.448 |
4.572 |
-0.120 |
3,498 |
35,195 |
+428 |
Dec09 |
090706 |
5.365 |
5.365 |
5.170 |
5.298 |
-0.094 |
3,866 |
43,244 |
-123 |
Jan10 |
090706 |
5.680 |
5.682 |
5.480 |
5.613 |
-0.094 |
5,985 |
38,048 |
+175 |
Feb10 |
090706 |
5.700 |
5.700 |
5.530 |
5.657 |
-0.088 |
1,738 |
19,931 |
-89 |
Mar10 |
090706 |
5.670 |
5.670 |
5.500 |
5.607 |
-0.080 |
2,406 |
37,308 |
-609 |
Apr10 |
090706 |
5.502 |
5.534 |
5.417 |
5.517 |
-0.065 |
1,833 |
34,772 |
+189 |
May10 |
090706 |
5.598 |
5.598 |
5.465 |
5.562 |
-0.065 |
117 |
15,302 |
+37 |
Jun10 |
090706 |
5.695 |
5.695 |
5.550 |
5.657 |
-0.063 |
200 |
8,853 |
+48 |
Jul10 |
090706 |
5.757 |
5.783 |
5.673 |
5.777 |
-0.060 |
108 |
8,268 |
+63 |
Aug10 |
090706 |
5.900 |
5.900 |
5.760 |
5.867 |
-0.060 |
124 |
9,350 |
-3 |
Sep10 |
090706 |
5.990 |
5.990 |
5.841 |
5.932 |
-0.060 |
89 |
7,106 |
-23 |
Oct10 |
090706 |
6.090 |
6.090 |
5.940 |
6.047 |
-0.060 |
662 |
16,521 |
+159 |
Nov10 |
090706 |
6.350 |
6.407 |
6.306 |
6.392 |
-0.060 |
9 |
5,889 |
+2 |
Total Volume and Open Interest |
137,300 |
719,960 |
+7,156 |
Brent Crude Oil(ICE) |
Aug09 |
090706 |
65.20 |
65.46 |
63.26 |
64.05 |
-2.60 |
140,429 |
141,817 |
+359 |
Sep09 |
090706 |
65.70 |
65.98 |
63.72 |
64.45 |
-2.75 |
66,178 |
137,682 |
+6,712 |
Oct09 |
090706 |
66.26 |
66.49 |
64.43 |
65.15 |
-2.75 |
33,376 |
62,056 |
+47 |
Nov09 |
090706 |
67.08 |
67.08 |
65.24 |
65.97 |
-2.73 |
16,934 |
28,758 |
+511 |
Dec09 |
090706 |
67.83 |
67.83 |
66.00 |
66.72 |
-2.69 |
21,311 |
79,819 |
-942 |
Jan10 |
090706 |
67.32 |
67.79 |
66.86 |
67.35 |
-2.65 |
4,671 |
23,403 |
-26 |
Feb10 |
090706 |
67.76 |
68.18 |
67.63 |
67.90 |
-2.64 |
2,030 |
15,941 |
+257 |
Mar10 |
090706 |
68.50 |
68.56 |
68.15 |
68.40 |
-2.63 |
421 |
11,040 |
+24 |
Apr10 |
090706 |
69.01 |
69.06 |
68.81 |
68.90 |
-2.60 |
301 |
5,100 |
+46 |
May10 |
090706 |
69.38 |
70.92 |
69.38 |
69.38 |
-2.55 |
272 |
4,120 |
+9 |
Jun10 |
090706 |
69.75 |
70.25 |
69.30 |
69.82 |
-2.51 |
1,307 |
28,750 |
-144 |
Jul10 |
090706 |
70.23 |
71.67 |
70.23 |
70.23 |
-2.49 |
156 |
8,368 |
-32 |
Aug10 |
090706 |
70.59 |
72.03 |
70.59 |
70.59 |
-2.47 |
124 |
5,946 |
-14 |
Sep10 |
090706 |
70.90 |
72.36 |
70.90 |
70.90 |
-2.48 |
206 |
2,394 |
+27 |
Total Volume and Open Interest |
295,263 |
694,459 |
+5,368 |
Gas Oil(ICE) |
Jul09 |
090706 |
520.75 |
524.25 |
511.50 |
517.25 |
-18.00 |
46,464 |
68,844 |
-3,209 |
Aug09 |
090706 |
531.00 |
535.50 |
521.00 |
527.00 |
-18.50 |
69,210 |
84,480 |
+4,415 |
Sep09 |
090706 |
543.75 |
544.75 |
531.75 |
537.50 |
-19.00 |
19,268 |
54,182 |
+1,269 |
Oct09 |
090706 |
547.00 |
553.25 |
542.00 |
547.75 |
-19.50 |
7,100 |
35,754 |
-197 |
Nov09 |
090706 |
556.50 |
563.00 |
553.00 |
557.25 |
-20.00 |
3,483 |
25,681 |
+604 |
Dec09 |
090706 |
567.75 |
572.25 |
560.25 |
566.75 |
-19.75 |
10,958 |
62,385 |
-1,171 |
Jan10 |
090706 |
574.50 |
576.25 |
571.50 |
576.25 |
-19.75 |
833 |
30,932 |
+296 |
Feb10 |
090706 |
584.00 |
584.25 |
581.25 |
584.25 |
-19.75 |
700 |
14,658 |
-274 |
Mar10 |
090706 |
587.25 |
593.50 |
587.25 |
591.00 |
-19.25 |
1,134 |
17,502 |
+360 |
Apr10 |
090706 |
597.00 |
597.50 |
597.00 |
597.50 |
-19.25 |
484 |
8,511 |
+8 |
Total Volume and Open Interest |
162,561 |
504,415 |
+3,123 |
Ethanol(CBOT) |
Jul09 |
090706 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.025 |
47 |
145 |
-23 |
Aug09 |
090706 |
1.470 |
1.510 |
1.470 |
1.495 |
-0.055 |
46 |
643 |
-17 |
Sep09 |
090706 |
1.465 |
1.485 |
1.462 |
1.478 |
-0.058 |
20 |
489 |
+2 |
Oct09 |
090706 |
1.460 |
1.475 |
1.452 |
1.466 |
-0.064 |
3 |
307 |
+0 |
Nov09 |
090706 |
1.480 |
1.480 |
1.460 |
1.470 |
-0.070 |
15 |
311 |
+2 |
Dec09 |
090706 |
1.465 |
1.470 |
1.465 |
1.470 |
-0.060 |
6 |
380 |
+4 |
Jan10 |
090706 |
1.495 |
1.495 |
1.465 |
1.470 |
-0.058 |
29 |
417 |
-7 |
Feb10 |
090706 |
1.480 |
1.480 |
1.470 |
1.475 |
-0.056 |
13 |
459 |
+3 |
Total Volume and Open Interest |
234 |
4,143 |
-31 |
US Dollar Index(ICE) |
Sep09 |
090706 |
80.605 |
81.165 |
80.460 |
80.695 |
+0.200 |
6,758 |
19,447 |
+1,410 |
Dec09 |
090706 |
81.000 |
81.250 |
80.880 |
81.030 |
+0.180 |
58 |
2,090 |
+9 |
Mar10 |
090706 |
81.305 |
81.305 |
81.275 |
81.305 |
+0.160 |
|
|
|
Total Volume and Open Interest |
6,816 |
21,537 |
+1,419 |
Australian Dollar(CME) |
Sep09 |
090706 |
79.15 |
79.41 |
78.38 |
78.91 |
-0.21 |
58,379 |
91,627 |
+840 |
Dec09 |
090706 |
78.00 |
78.86 |
77.95 |
78.39 |
-0.20 |
41 |
310 |
+25 |
Mar10 |
090706 |
77.90 |
78.11 |
77.90 |
77.90 |
-0.20 |
0 |
15 |
+0 |
Total Volume and Open Interest |
58,420 |
91,953 |
+865 |
British Pound(CME) |
Sep09 |
090706 |
162.87 |
163.24 |
160.92 |
162.49 |
-1.71 |
93,242 |
92,109 |
+613 |
Dec09 |
090706 |
163.05 |
164.17 |
160.93 |
162.46 |
-1.69 |
22 |
277 |
+19 |
Mar10 |
090706 |
162.44 |
164.15 |
161.16 |
162.44 |
-1.65 |
|
|
|
Total Volume and Open Interest |
93,264 |
92,408 |
+632 |
Canadian Dollar(CME) |
Sep09 |
090706 |
86.11 |
86.35 |
85.66 |
86.08 |
-0.06 |
55,940 |
75,352 |
-2,219 |
Dec09 |
090706 |
85.85 |
86.36 |
85.72 |
86.12 |
-0.06 |
65 |
2,189 |
+17 |
Mar10 |
090706 |
86.15 |
86.30 |
85.87 |
86.15 |
-0.06 |
0 |
495 |
+0 |
Jun10 |
090706 |
86.17 |
86.33 |
85.97 |
86.20 |
-0.07 |
0 |
114 |
+0 |
Total Volume and Open Interest |
56,008 |
78,309 |
-2,199 |
Japanese Yen(CME) |
Sep09 |
090706 |
104.16 |
105.74 |
104.16 |
105.10 |
+0.63 |
68,262 |
73,013 |
-339 |
Dec09 |
090706 |
105.15 |
105.81 |
104.47 |
105.22 |
+0.63 |
7 |
184 |
+0 |
Mar10 |
090706 |
105.38 |
105.79 |
104.75 |
105.38 |
+0.62 |
0 |
18 |
+0 |
Total Volume and Open Interest |
68,269 |
73,216 |
-339 |
Swiss Franc(CME) |
Sep09 |
090706 |
92.02 |
92.34 |
91.35 |
92.14 |
-0.34 |
51,258 |
35,783 |
+3,079 |
Dec09 |
090706 |
92.14 |
92.61 |
91.52 |
92.27 |
-0.34 |
0 |
103 |
+0 |
Mar10 |
090706 |
92.44 |
92.79 |
91.89 |
92.44 |
-0.35 |
|
|
|
Total Volume and Open Interest |
51,258 |
35,886 |
+3,079 |
EuroFX(CME) |
Sep09 |
090706 |
139.61 |
139.98 |
138.76 |
139.60 |
-0.65 |
219,328 |
118,866 |
+5,215 |
Dec09 |
090706 |
139.25 |
140.22 |
138.76 |
139.57 |
-0.64 |
51 |
961 |
-16 |
Mar10 |
090706 |
139.28 |
140.24 |
138.93 |
139.59 |
-0.65 |
9 |
331 |
+8 |
Total Volume and Open Interest |
219,388 |
120,161 |
+5,207 |
Mexican Peso(CME) |
Jul09 |
090706 |
755.8 |
758.0 |
755.8 |
755.8 |
-2.2 |
|
|
|
Aug09 |
090706 |
751.8 |
754.0 |
751.8 |
751.8 |
-2.2 |
|
|
|
Total Volume and Open Interest |
11,716 |
57,990 |
+3,935 |
30-Year T-Bonds(CBOT) |
Sep09 |
090706 |
118~280 |
119~080 |
118~085 |
118~265 |
-0~035 |
215,163 |
705,344 |
+7,124 |
Dec09 |
090706 |
117~095 |
117~200 |
117~050 |
117~170 |
-0~030 |
123 |
548 |
+100 |
Mar10 |
090706 |
116~180 |
116~210 |
116~180 |
116~180 |
-0~030 |
0 |
41 |
+0 |
Total Volume and Open Interest |
215,286 |
705,936 |
+7,224 |
10-Year T-Notes(CBOT) |
Sep09 |
090706 |
116~280 |
117~020 |
116~200 |
116~270 |
unch |
701,172 |
1,034,161 |
+10,428 |
Dec09 |
090706 |
115~150 |
115~150 |
115~150 |
115~150 |
unch |
2 |
43 |
+0 |
Mar10 |
090706 |
114~150 |
114~150 |
114~150 |
114~150 |
unch |
|
|
|
Total Volume and Open Interest |
701,174 |
1,034,204 |
+10,428 |
5-Year T-Notes(CBOT) |
Sep09 |
090706 |
115~070 |
115~086 |
115~052 |
115~078 |
+0~017 |
294,229 |
757,905 |
-3,879 |
Dec09 |
090706 |
114~034 |
114~034 |
114~017 |
114~034 |
+0~017 |
0 |
500 |
+0 |
Mar10 |
090706 |
114~034 |
114~034 |
114~017 |
114~034 |
+0~017 |
|
|
|
Total Volume and Open Interest |
294,229 |
758,405 |
-3,879 |
2 Year T-Notes(CBOT) |
Sep09 |
090706 |
108~055 |
108~063 |
108~052 |
108~059 |
+0~012 |
1,195 |
555,085 |
+7,062 |
Dec09 |
090706 |
108~000 |
108~000 |
107~118 |
108~000 |
+0~010 |
0 |
1 |
+0 |
Mar10 |
090706 |
108~000 |
108~000 |
107~118 |
108~000 |
+0~010 |
|
|
|
Total Volume and Open Interest |
139,976 |
555,086 |
+7,062 |
Eurodollars(CME) |
Sep09 |
090706 |
99.410 |
99.430 |
99.400 |
99.410 |
+0.020 |
156,887 |
1,044,583 |
-14,166 |
Dec09 |
090706 |
99.210 |
99.240 |
99.195 |
99.205 |
+0.020 |
215,750 |
916,362 |
+9,568 |
Mar10 |
090706 |
98.985 |
99.035 |
98.980 |
99.010 |
+0.055 |
282,843 |
823,671 |
+33,894 |
Jun10 |
090706 |
98.650 |
98.730 |
98.650 |
98.715 |
+0.090 |
261,677 |
577,394 |
+26,640 |
Sep10 |
090706 |
98.320 |
98.405 |
98.315 |
98.385 |
+0.105 |
330,184 |
489,055 |
+14,097 |
Dec10 |
090706 |
97.980 |
98.030 |
97.935 |
98.005 |
+0.105 |
216,214 |
623,680 |
+17,472 |
Mar11 |
090706 |
97.610 |
97.685 |
97.590 |
97.660 |
+0.100 |
150,332 |
347,383 |
+6,634 |
Jun11 |
090706 |
97.260 |
97.330 |
97.240 |
97.305 |
+0.090 |
115,194 |
325,255 |
+2,160 |
Sep11 |
090706 |
96.940 |
97.010 |
96.915 |
96.985 |
+0.080 |
58,341 |
219,010 |
+92 |
Dec11 |
090706 |
96.630 |
96.700 |
96.600 |
96.680 |
+0.070 |
53,308 |
144,981 |
+1,125 |
Mar12 |
090706 |
96.415 |
96.485 |
96.380 |
96.460 |
+0.055 |
43,671 |
104,768 |
+1,301 |
Jun12 |
090706 |
96.250 |
96.280 |
96.170 |
96.255 |
+0.045 |
47,320 |
109,418 |
-2,002 |
Sep12 |
090706 |
96.080 |
96.110 |
96.005 |
96.080 |
+0.035 |
15,304 |
66,652 |
+77 |
Dec12 |
090706 |
95.925 |
95.930 |
95.835 |
95.905 |
+0.020 |
10,778 |
57,688 |
+857 |
Mar13 |
090706 |
95.795 |
95.815 |
95.725 |
95.790 |
+0.005 |
8,445 |
65,413 |
-427 |
Jun13 |
090706 |
95.690 |
95.690 |
95.600 |
95.660 |
-0.005 |
8,825 |
33,812 |
-559 |
Sep13 |
090706 |
95.580 |
95.580 |
95.485 |
95.540 |
-0.020 |
4,635 |
40,457 |
+133 |
Dec13 |
090706 |
95.435 |
95.440 |
95.350 |
95.405 |
-0.030 |
4,848 |
30,240 |
+351 |
Total Volume and Open Interest |
2,012,087 |
6,269,263 |
+102,156 |
30 Day Federal Funds(CBOT) |
Jul09 |
090706 |
99.805 |
99.817 |
99.795 |
99.815 |
+0.020 |
3,712 |
53,332 |
+1,252 |
Aug09 |
090706 |
99.800 |
99.805 |
99.795 |
99.800 |
+0.005 |
2,557 |
45,836 |
-175 |
Sep09 |
090706 |
99.790 |
99.790 |
99.775 |
99.780 |
+0.005 |
1,625 |
33,120 |
-437 |
Oct09 |
090706 |
99.770 |
99.770 |
99.755 |
99.760 |
+0.005 |
5,214 |
34,002 |
-1,348 |
Nov09 |
090706 |
99.740 |
99.740 |
99.720 |
99.725 |
+0.005 |
6,943 |
59,295 |
-1,464 |
Dec09 |
090706 |
99.710 |
99.715 |
99.690 |
99.700 |
+0.010 |
5,581 |
37,549 |
+859 |
Total Volume and Open Interest |
47,145 |
376,692 |
+422 |
30 Day Fed Funds(e-CBOT) |
Jul09 |
090519 |
99.790 |
99.795 |
99.790 |
99.790 |
-0.010 |
5,385 |
41,577 |
+291 |
Aug09 |
090519 |
99.770 |
99.780 |
99.770 |
99.780 |
+0.005 |
5,737 |
37,356 |
+148 |
Sep09 |
090519 |
99.750 |
99.765 |
99.750 |
99.765 |
+0.015 |
3,734 |
31,001 |
+374 |
Oct09 |
090519 |
99.735 |
99.745 |
99.730 |
99.745 |
+0.015 |
5,755 |
31,232 |
+484 |
Nov09 |
090519 |
99.690 |
99.700 |
99.690 |
99.700 |
+0.015 |
4,682 |
48,902 |
+609 |
Dec09 |
090519 |
99.655 |
99.670 |
99.655 |
99.670 |
+0.015 |
3,891 |
25,478 |
+501 |
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(CME) |
Sep09 |
090706 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Dec09 |
090706 |
99.50 |
99.51 |
99.50 |
99.51 |
+0.01 |
|
|
|
Mar10 |
090706 |
99.50 |
99.56 |
99.50 |
99.56 |
+0.06 |
|
|
|
Jun10 |
090706 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
Sep10 |
090706 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
|
|
|
Dec10 |
090706 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
|
|
|
Mar11 |
090706 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
Jun11 |
090706 |
99.23 |
99.23 |
99.23 |
99.23 |
unch |
|
|
|
Sep11 |
090706 |
99.24 |
99.27 |
99.24 |
99.27 |
+0.03 |
|
|
|
Dec11 |
090706 |
99.04 |
99.07 |
99.04 |
99.07 |
+0.03 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep09 |
090706 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.01 |
30 |
10,219 |
+122 |
Dec09 |
090706 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.01 |
100 |
2,795 |
+100 |
Mar10 |
090706 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.03 |
100 |
2,448 |
-77 |
Jun10 |
090706 |
99.53 |
99.53 |
99.51 |
99.51 |
+0.03 |
20 |
1,063 |
+20 |
Sep10 |
090706 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.03 |
0 |
281 |
+0 |
Dec10 |
090706 |
99.42 |
99.42 |
99.42 |
99.42 |
+0.03 |
0 |
252 |
+0 |
Mar11 |
090706 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.03 |
0 |
412 |
+0 |
Jun11 |
090706 |
99.27 |
99.27 |
99.27 |
99.27 |
+0.03 |
0 |
52 |
+0 |
Total Volume and Open Interest |
250 |
19,045 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep09 |
090701 |
137.97 |
138.21 |
137.90 |
138.15 |
+0.78 |
1,906 |
15,589 |
-217 |
Dec09 |
090706 |
138.18 |
138.18 |
138.18 |
138.18 |
+0.34 |
0 |
1 |
+0 |
Mar10 |
090706 |
137.95 |
137.95 |
137.95 |
137.95 |
+0.34 |
|
|
|
Total Volume and Open Interest |
2,828 |
12,471 |
+0 |
Euro-Bund(EUREX) |
Sep09 |
090706 |
121.69 |
122.00 |
121.61 |
121.96 |
+0.31 |
631,966 |
862,987 |
+15,745 |
Dec09 |
090706 |
120.44 |
120.65 |
120.44 |
120.64 |
+0.32 |
59 |
64 |
+1 |
Mar10 |
090706 |
120.24 |
120.24 |
120.24 |
120.24 |
+0.39 |
|
|
|
Total Volume and Open Interest |
632,025 |
863,051 |
+15,746 |
Euro-Bobl(EUREX) |
Sep09 |
090630 |
115.55 |
115.56 |
115.23 |
115.45 |
+0.50 |
333,989 |
652,324 |
+12,347 |
Dec09 |
090706 |
114.85 |
114.85 |
114.85 |
114.85 |
+0.16 |
2 |
29 |
+1 |
Mar10 |
090706 |
114.57 |
114.57 |
114.57 |
114.57 |
+0.15 |
|
|
|
Total Volume and Open Interest |
260,862 |
677,577 |
+8,559 |
3-Mth Euribor(EUREX) |
Sep09 |
090615 |
98.785 |
98.820 |
98.780 |
98.810 |
+0.035 |
0 |
14,453 |
-137 |
Dec09 |
090706 |
98.945 |
98.945 |
98.935 |
98.935 |
+0.010 |
205 |
5,430 |
+142 |
Mar10 |
090706 |
98.840 |
98.855 |
98.835 |
98.835 |
+0.005 |
5 |
2,794 |
+5 |
Total Volume and Open Interest |
506 |
33,634 |
+240 |
Long Gilt(LIFFE) |
Sep09 |
090629 |
118~02 |
118~28 |
118~02 |
118~24 |
+0~20 |
71,825 |
219,335 |
-1,488 |
Dec09 |
090706 |
118~18 |
118~18 |
118~18 |
118~18 |
+0~24 |
|
|
|
Total Volume and Open Interest |
116,299 |
222,356 |
+12,382 |
3-Mth Short Sterling(LIFFE) |
Sep09 |
090706 |
98.97 |
99.00 |
98.97 |
98.98 |
+0.01 |
32,684 |
275,414 |
+6,494 |
Dec09 |
090706 |
98.79 |
98.84 |
98.79 |
98.81 |
+0.03 |
49,302 |
288,239 |
+6,901 |
Mar10 |
090706 |
98.56 |
98.58 |
98.53 |
98.56 |
+0.08 |
91,357 |
354,575 |
+669 |
Jun10 |
090706 |
98.10 |
98.15 |
98.09 |
98.13 |
+0.14 |
111,519 |
298,898 |
+16,587 |
Sep10 |
090706 |
97.64 |
97.68 |
97.61 |
97.66 |
+0.18 |
80,037 |
249,770 |
+3,634 |
Dec10 |
090706 |
97.09 |
97.16 |
97.09 |
97.13 |
+0.18 |
53,780 |
210,696 |
+4,046 |
Total Volume and Open Interest |
523,166 |
2,086,058 |
+48,020 |
3-Mth Euribor(LIFFE) |
Sep09 |
090706 |
99.045 |
99.065 |
99.035 |
99.050 |
+0.030 |
71,147 |
662,822 |
+10,674 |
Dec09 |
090706 |
98.895 |
98.955 |
98.895 |
98.935 |
+0.010 |
66,348 |
525,385 |
+84 |
Mar10 |
090706 |
98.830 |
98.865 |
98.830 |
98.835 |
+0.005 |
69,487 |
474,355 |
+851 |
Total Volume and Open Interest |
497,848 |
3,160,943 |
-3,091 |
3-Mth Aus T-Bills(SFE) |
Sep09 |
090706 |
96.86 |
96.88 |
96.84 |
96.87 |
+0.02 |
12,804 |
288,957 |
-4,435 |
Dec09 |
090706 |
96.75 |
96.79 |
96.74 |
96.78 |
+0.06 |
9,689 |
208,934 |
+740 |
Mar10 |
090706 |
96.44 |
96.51 |
96.44 |
96.49 |
+0.10 |
6,319 |
127,742 |
+249 |
Jun10 |
090706 |
96.03 |
96.08 |
96.02 |
96.08 |
+0.13 |
4,683 |
77,650 |
+1,408 |
Sep10 |
090706 |
95.59 |
95.63 |
95.59 |
95.63 |
+0.12 |
941 |
48,544 |
+95 |
Dec10 |
090706 |
95.23 |
95.25 |
95.22 |
95.25 |
+0.12 |
419 |
30,498 |
-210 |
Mar11 |
090706 |
94.90 |
94.93 |
94.89 |
94.93 |
+0.13 |
262 |
18,913 |
+90 |
Jun11 |
090706 |
94.59 |
94.62 |
94.58 |
94.61 |
+0.13 |
144 |
10,822 |
+99 |
Sep11 |
090706 |
94.31 |
94.31 |
94.31 |
94.31 |
+0.13 |
100 |
3,325 |
+88 |
Dec11 |
090706 |
94.03 |
94.03 |
94.03 |
94.03 |
+0.14 |
50 |
882 |
+50 |
Total Volume and Open Interest |
35,411 |
817,135 |
-1,826 |
10-Year Aus T-Bonds(SFE) |
Sep09 |
090630 |
94.53 |
94.57 |
94.48 |
94.50 |
+0.09 |
25,303 |
301,360 |
-1,968 |
Dec09 |
090706 |
94.55 |
94.55 |
94.55 |
94.55 |
unch |
|
|
|
Total Volume and Open Interest |
27,036 |
320,727 |
+890 |
3-Year Aus T-Bonds(SFE) |
Sep09 |
090706 |
95.48 |
95.54 |
95.46 |
95.52 |
+0.12 |
102,131 |
485,501 |
-3,191 |
Dec09 |
090706 |
95.42 |
95.42 |
95.42 |
95.42 |
+0.12 |
|
|
|
Total Volume and Open Interest |
102,131 |
485,501 |
-3,191 |
Gold(CMX) |
Aug09 |
090706 |
932.0 |
934.3 |
920.3 |
924.3 |
-6.7 |
97,417 |
225,276 |
-2,018 |
Oct09 |
090706 |
931.3 |
935.3 |
922.2 |
925.6 |
-6.7 |
802 |
12,679 |
-151 |
Dec09 |
090706 |
932.6 |
936.8 |
922.8 |
926.9 |
-6.7 |
4,389 |
53,958 |
+1,040 |
Feb10 |
090706 |
933.4 |
937.1 |
925.0 |
927.9 |
-6.7 |
81 |
16,205 |
+1 |
Apr10 |
090706 |
930.0 |
938.3 |
925.0 |
928.9 |
-6.8 |
903 |
16,358 |
-6 |
Jun10 |
090706 |
928.1 |
930.2 |
928.1 |
930.2 |
-7.0 |
122 |
9,140 |
+13 |
Aug10 |
090706 |
931.8 |
931.8 |
931.8 |
931.8 |
-7.0 |
0 |
3,677 |
+0 |
Oct10 |
090706 |
933.0 |
933.7 |
933.0 |
933.7 |
-7.1 |
300 |
1,537 |
+300 |
Dec10 |
090706 |
941.9 |
942.0 |
933.2 |
935.8 |
-7.2 |
17 |
13,313 |
+15 |
Feb11 |
090706 |
938.4 |
938.4 |
938.4 |
938.4 |
-7.3 |
0 |
12 |
+0 |
Apr11 |
090706 |
941.2 |
941.2 |
941.2 |
941.2 |
-7.4 |
|
|
|
Jun11 |
090706 |
288.8 |
288.8 |
288.8 |
288.8 |
-7.5 |
0 |
9,150 |
+0 |
Total Volume and Open Interest |
104,120 |
378,359 |
-840 |
Silver(CMX) |
Jul09 |
090706 |
1341.5 |
1345.0 |
1301.0 |
1322.7 |
-16.6 |
1,083 |
1,841 |
-1,801 |
Sep09 |
090706 |
1342.5 |
1348.0 |
1299.5 |
1323.8 |
-17.0 |
20,298 |
57,491 |
-1,989 |
Dec09 |
090706 |
1338.5 |
1350.5 |
1303.5 |
1327.5 |
-17.3 |
2,303 |
20,660 |
+113 |
Mar10 |
090706 |
1330.0 |
1330.1 |
1330.0 |
1330.1 |
-17.5 |
352 |
6,778 |
+127 |
May10 |
090706 |
1331.8 |
1331.8 |
1331.8 |
1331.8 |
-17.6 |
11 |
2,566 |
+4 |
Jul10 |
090706 |
1315.0 |
1333.5 |
1314.5 |
1333.5 |
-17.7 |
145 |
2,916 |
-65 |
Sep10 |
090706 |
1335.4 |
1335.4 |
1335.4 |
1335.4 |
-17.8 |
3 |
159 |
-2 |
Total Volume and Open Interest |
24,265 |
100,969 |
-3,625 |
Platinum(NYMEX) |
Jul09 |
090706 |
1178.0 |
1178.0 |
1140.3 |
1140.3 |
-46.3 |
15 |
226 |
-464 |
Oct09 |
090706 |
1186.2 |
1186.2 |
1145.1 |
1147.0 |
-46.3 |
1,681 |
22,363 |
+274 |
Jan10 |
090706 |
1152.3 |
1156.0 |
1151.4 |
1151.4 |
-44.9 |
5 |
218 |
+1 |
Total Volume and Open Interest |
1,701 |
22,807 |
-189 |
Palladium(NYMEX) |
Sep09 |
090706 |
250.00 |
250.00 |
240.00 |
242.65 |
-9.35 |
764 |
16,374 |
+292 |
Dec09 |
090706 |
246.25 |
247.05 |
242.50 |
243.80 |
-9.35 |
5 |
358 |
-3 |
Mar10 |
090706 |
245.30 |
245.30 |
245.30 |
245.30 |
-9.35 |
0 |
1 |
+0 |
Total Volume and Open Interest |
769 |
16,733 |
+289 |
Copper(CMX) |
Jul09 |
090706 |
225.25 |
227.55 |
219.70 |
225.05 |
-3.95 |
1,210 |
4,706 |
-560 |
Sep09 |
090706 |
227.05 |
231.10 |
220.55 |
226.25 |
-4.30 |
16,832 |
72,758 |
-806 |
Dec09 |
090706 |
225.60 |
230.60 |
221.65 |
227.45 |
-4.15 |
379 |
12,706 |
+86 |
Mar10 |
090706 |
224.00 |
228.00 |
224.00 |
228.00 |
-4.00 |
58 |
2,369 |
+12 |
May10 |
090706 |
227.00 |
228.20 |
224.00 |
228.20 |
-3.90 |
2 |
619 |
+0 |
Total Volume and Open Interest |
19,363 |
103,022 |
-1,167 |
Aluminum(CMX) |
Jul09 |
090706 |
74.25 |
74.25 |
74.25 |
74.25 |
-2.25 |
|
|
|
Aug09 |
090706 |
74.75 |
74.75 |
74.75 |
74.75 |
-2.25 |
|
|
|
Sep09 |
090706 |
75.25 |
75.25 |
75.25 |
75.25 |
-2.25 |
|
|
|
Oct09 |
090706 |
3.66 |
3.66 |
3.66 |
3.66 |
-2.25 |
|
|
|
Nov09 |
080724 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
Dec09 |
080724 |
1.17 |
1.17 |
1.17 |
1.17 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Sep09 |
090706 |
8217 |
8280 |
8145 |
8277 |
+36 |
1,156 |
7,804 |
-24 |
Dec09 |
090706 |
8218 |
8218 |
8185 |
8218 |
+33 |
5 |
43 |
+2 |
Mar10 |
090706 |
8175 |
8175 |
8139 |
8175 |
+36 |
0 |
1 |
+0 |
Jun10 |
090706 |
8127 |
8127 |
8091 |
8127 |
+36 |
|
|
|
Total Volume and Open Interest |
1,161 |
7,848 |
-22 |
S & P 500(CME) |
Sep09 |
090706 |
890.50 |
896.00 |
882.00 |
895.50 |
+2.20 |
23,511 |
376,988 |
-6,988 |
Dec09 |
090706 |
879.70 |
892.00 |
879.70 |
891.10 |
+2.10 |
1 |
6,659 |
-4 |
Mar10 |
090706 |
886.90 |
887.80 |
876.80 |
886.90 |
+2.10 |
0 |
3,172 |
+0 |
Jun10 |
090706 |
883.90 |
884.80 |
873.80 |
883.90 |
+2.10 |
0 |
7 |
+0 |
Total Volume and Open Interest |
23,512 |
386,836 |
-6,992 |
S & P 500 E-Mini(Globex) |
Sep09 |
090706 |
892.00 |
896.25 |
882.00 |
895.50 |
+2.25 |
1,534,550 |
2,294,645 |
-21,870 |
Dec09 |
090706 |
886.25 |
892.00 |
877.75 |
891.00 |
+2.00 |
1,070 |
8,769 |
+171 |
Total Volume and Open Interest |
1,535,621 |
2,303,455 |
-21,699 |
NASDAQ 100(CME) |
Sep09 |
090706 |
1440.00 |
1444.00 |
1422.00 |
1441.00 |
-4.30 |
1,431 |
14,834 |
+274 |
Dec09 |
090706 |
1439.30 |
1439.30 |
1438.50 |
1439.30 |
-4.20 |
0 |
12 |
+0 |
Mar10 |
090706 |
1438.30 |
1438.30 |
1437.50 |
1438.30 |
-4.20 |
|
|
|
Total Volume and Open Interest |
1,431 |
14,846 |
+274 |
NASDAQ 100 E-Mini(Globex) |
Sep09 |
090706 |
1442.80 |
1444.30 |
1422.30 |
1441.00 |
-4.00 |
263,370 |
245,643 |
+5,374 |
Dec09 |
090706 |
1430.00 |
1440.30 |
1421.30 |
1439.30 |
-4.20 |
470 |
592 |
+340 |
Total Volume and Open Interest |
224,902 |
246,244 |
+5,714 |
S & P Midcap 400(CME) |
Sep09 |
090706 |
561.00 |
561.40 |
552.50 |
561.40 |
-3.90 |
293 |
2,588 |
+160 |
Dec09 |
090706 |
559.40 |
559.40 |
559.30 |
559.40 |
-3.90 |
|
|
|
Mar10 |
090706 |
557.40 |
557.40 |
557.30 |
557.40 |
-3.90 |
|
|
|
Total Volume and Open Interest |
293 |
2,588 |
+160 |
Russell 2000(CME) |
Sep09 |
090706 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
63 |
5,913 |
-60 |
Dec09 |
090706 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,283 |
+0 |
Mar10 |
090706 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,211 |
+0 |
Total Volume and Open Interest |
|
|
|
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep09 |
090706 |
9740 |
9780 |
9645 |
9715 |
-180 |
114,477 |
160,290 |
+1,417 |
Dec09 |
090706 |
9685 |
9685 |
9685 |
9685 |
-170 |
13 |
922 |
+0 |
Total Volume and Open Interest |
115,435 |
165,959 |
+0 |
Nikkei 225(SGX) |
Sep09 |
090706 |
9740 |
9780 |
9645 |
9715 |
-180 |
114,477 |
160,290 |
+1,417 |
Dec09 |
090706 |
9685 |
9685 |
9685 |
9685 |
-170 |
13 |
922 |
+0 |
Mar10 |
090706 |
9690 |
9690 |
9690 |
9690 |
-185 |
0 |
75 |
+0 |
Total Volume and Open Interest |
115,435 |
165,959 |
+0 |
CAC 40(EURONEXT) |
Jul09 |
090706 |
3102.5 |
3104.5 |
3057.5 |
3082.0 |
-33.0 |
127,024 |
378,988 |
+4,851 |
Aug09 |
090706 |
3097.5 |
3097.5 |
3064.5 |
3082.0 |
-33.5 |
498 |
1,203 |
+372 |
Sep09 |
090706 |
3112.5 |
3112.5 |
3057.0 |
3076.5 |
-33.5 |
1,621 |
40,270 |
+367 |
Total Volume and Open Interest |
129,160 |
423,216 |
+5,587 |
Hang Seng Index(HKFE) |
Jul09 |
090706 |
18012 |
18243 |
17811 |
17934 |
-191 |
66,287 |
78,747 |
+2,070 |
Aug09 |
090706 |
17936 |
18200 |
17805 |
17898 |
-202 |
306 |
227 |
+77 |
Sep09 |
090706 |
17758 |
18120 |
17731 |
17809 |
-217 |
211 |
2,339 |
+36 |
Total Volume and Open Interest |
66,835 |
82,000 |
+2,228 |
DAX(EUREX) |
Sep09 |
090706 |
4668.5 |
4693.5 |
4609.5 |
4662.0 |
-69.5 |
136,016 |
124,819 |
+717 |
Dec09 |
090706 |
4658.0 |
4696.0 |
4615.5 |
4665.0 |
-69.5 |
264 |
8,247 |
+98 |
Mar10 |
090706 |
4646.0 |
4690.0 |
4646.0 |
4672.5 |
-72.0 |
102 |
497 |
+49 |
Total Volume and Open Interest |
136,382 |
133,563 |
+864 |
FT-SE 100(EURONEXT) |
Sep09 |
090706 |
4171.00 |
4199.00 |
4136.00 |
4166.00 |
-32.00 |
112,154 |
617,660 |
+8,646 |
Dec09 |
090706 |
4140.00 |
4140.00 |
4121.00 |
4137.50 |
-32.50 |
224 |
4,457 |
-9 |
Mar10 |
090706 |
4108.00 |
4108.00 |
4108.00 |
4108.00 |
-33.00 |
|
|
|
Total Volume and Open Interest |
112,378 |
622,117 |
+8,637 |
SPI 200(SFE) |
Sep09 |
090706 |
3780.0 |
3782.0 |
3735.0 |
3749.0 |
-112.0 |
27,877 |
226,464 |
-15,998 |
Dec09 |
090706 |
3752.0 |
3762.0 |
3751.0 |
3757.0 |
-112.0 |
170 |
3,590 |
+86 |
Mar10 |
090706 |
3733.0 |
3733.0 |
3733.0 |
3733.0 |
-112.0 |
0 |
4,344 |
+0 |
Total Volume and Open Interest |
28,089 |
234,673 |
-15,870 |
GSCI(CME) |
Jul09 |
090706 |
420.50 |
424.50 |
419.00 |
420.90 |
-15.10 |
738 |
15,828 |
-44 |
Aug09 |
090706 |
426.50 |
441.35 |
424.00 |
425.90 |
-15.40 |
55 |
55 |
+50 |
Sep09 |
090706 |
431.50 |
446.55 |
430.00 |
431.50 |
-15.00 |
2 |
2 |
+0 |
Total Volume and Open Interest |
795 |
15,885 |
+6 |
Reuters CCI(ICE) |
Aug09 |
090519 |
411.50 |
411.50 |
411.50 |
411.50 |
+6.00 |
0 |
417 |
+1 |
Nov09 |
090519 |
424.50 |
424.50 |
424.50 |
424.50 |
+8.00 |
0 |
4 |
+0 |
Jan10 |
090519 |
430.00 |
430.00 |
430.00 |
430.00 |
+8.50 |
0 |
11 |
+0 |
Total Volume and Open Interest |
0 |
151 |
+0 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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|